Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19.03.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
18.03.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.03.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.90% |
16.03.2015 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'805 | 1'000'000 | 9'998 | 20'000 | 18.37% | 99.69% |
13.03.2015 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 100.00% | 100.00% |
12.03.2015 | 28.70% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'955 | 39'955 | 98.95% | 98.95% |
11.03.2015 | 22.74% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'262 | 49'262 | 100.00% | 100.00% |
10.03.2015 | 17.31% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'041 | 64'041 | 100.00% | 100.00% |
09.03.2015 | 14.63% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'673 | 73'673 | 99.98% | 99.98% |